NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.817 |
2.827 |
0.010 |
0.4% |
2.950 |
| High |
2.833 |
2.852 |
0.019 |
0.7% |
2.989 |
| Low |
2.788 |
2.812 |
0.024 |
0.9% |
2.760 |
| Close |
2.816 |
2.818 |
0.002 |
0.1% |
2.808 |
| Range |
0.045 |
0.040 |
-0.005 |
-11.1% |
0.229 |
| ATR |
0.060 |
0.058 |
-0.001 |
-2.3% |
0.000 |
| Volume |
8,723 |
11,103 |
2,380 |
27.3% |
65,748 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.947 |
2.923 |
2.840 |
|
| R3 |
2.907 |
2.883 |
2.829 |
|
| R2 |
2.867 |
2.867 |
2.825 |
|
| R1 |
2.843 |
2.843 |
2.822 |
2.835 |
| PP |
2.827 |
2.827 |
2.827 |
2.824 |
| S1 |
2.803 |
2.803 |
2.814 |
2.795 |
| S2 |
2.787 |
2.787 |
2.811 |
|
| S3 |
2.747 |
2.763 |
2.807 |
|
| S4 |
2.707 |
2.723 |
2.796 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.539 |
3.403 |
2.934 |
|
| R3 |
3.310 |
3.174 |
2.871 |
|
| R2 |
3.081 |
3.081 |
2.850 |
|
| R1 |
2.945 |
2.945 |
2.829 |
2.899 |
| PP |
2.852 |
2.852 |
2.852 |
2.829 |
| S1 |
2.716 |
2.716 |
2.787 |
2.670 |
| S2 |
2.623 |
2.623 |
2.766 |
|
| S3 |
2.394 |
2.487 |
2.745 |
|
| S4 |
2.165 |
2.258 |
2.682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.910 |
2.760 |
0.150 |
5.3% |
0.061 |
2.2% |
39% |
False |
False |
12,189 |
| 10 |
2.989 |
2.760 |
0.229 |
8.1% |
0.062 |
2.2% |
25% |
False |
False |
11,997 |
| 20 |
3.097 |
2.760 |
0.337 |
12.0% |
0.056 |
2.0% |
17% |
False |
False |
9,776 |
| 40 |
3.282 |
2.760 |
0.522 |
18.5% |
0.054 |
1.9% |
11% |
False |
False |
7,663 |
| 60 |
3.333 |
2.760 |
0.573 |
20.3% |
0.056 |
2.0% |
10% |
False |
False |
6,357 |
| 80 |
3.370 |
2.760 |
0.610 |
21.6% |
0.057 |
2.0% |
10% |
False |
False |
5,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.022 |
|
2.618 |
2.957 |
|
1.618 |
2.917 |
|
1.000 |
2.892 |
|
0.618 |
2.877 |
|
HIGH |
2.852 |
|
0.618 |
2.837 |
|
0.500 |
2.832 |
|
0.382 |
2.827 |
|
LOW |
2.812 |
|
0.618 |
2.787 |
|
1.000 |
2.772 |
|
1.618 |
2.747 |
|
2.618 |
2.707 |
|
4.250 |
2.642 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.832 |
2.814 |
| PP |
2.827 |
2.810 |
| S1 |
2.823 |
2.806 |
|